XVII Workshop on Quantitative Finance -- Session on LIQUIDITY, VOLATILITY AND TRADING I (Sala Azzurra)

Parallel Sessions

28 January 2016 - 28 January 2016

Timetable

Date	Time	Speaker	Room
Thu 28 Jan	15:00- 17:00	Christensen, Kim - Renò, Roberto "The Drift Burst Hypothesis"	Sala Azzurra
	15:00- 17:00	Bacry, Emmanuel - Lillo, Fabrizio - Rambaldi, Marcello "The role of volume in order book dynamics: a multivariate Hawkes process analysis"	Sala Azzurra
	15:00- 17:00	Saerens, Matthias - van Hulle, Cynthia - Wuyts, Gunther "Commonality in High-Frequency Trading"	Sala Azzurra
	15:00- 17:00	Gruber, Peter - Tebaldi, Claudio - Trojani, Fabio "The Price of the Smile and Variance Risk Premia"	Sala Azzurra